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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+12.62%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$135B
AUM Growth
+$49.5B
Cap. Flow
+$39.3B
Cap. Flow %
29.09%
Top 10 Hldgs %
32.48%
Holding
3,280
New
598
Increased
1,528
Reduced
747
Closed
271

Top Buys

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$170M
2
CRM icon
Salesforce
CRM
+$162M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$153M
4
META icon
Meta Platforms (Facebook)
META
+$116M
5
AMD icon
Advanced Micro Devices
AMD
+$105M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$127M
2
GLD icon
SPDR Gold Trust
GLD
+$116M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$113M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$71.3M
5
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$45.5M

Sector Composition

Rank Sector Weight
1 Technology 1.79%
2 Consumer Discretionary 1.06%
3 Communication Services 0.84%
4 Financials 0.55%
5 Healthcare 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VET icon
3151
PUT
Vermilion Energy
VET
$1.66B
– –
-65,000
Closed -$290K
VIRT icon
3152
Virtu Financial
VIRT
$4.93B
– –
-5,893
Closed -$139K
VIRT icon
3153
PUT
Virtu Financial
VIRT
$4.93B
– –
-15,000
Closed -$354K
VNQ icon
3154
CALL
Vanguard Real Estate ETF
VNQ
$39.1B
– –
-1,400
Closed -$112K
VNQ icon
3155
Vanguard Real Estate ETF
VNQ
$39.1B
– –
-1
Closed –
VNQ icon
3156
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
– –
-5,100
Closed -$403K
VOC icon
3157
VOC Energy
VOC
$51.9M
– –
-12,416
Closed -$30K
VRE
3158
DELISTED
Veris Residential
VRE
– –
-100,794
Closed -$1.54M
VRE
3159
PUT
DELISTED
Veris Residential
VRE
– –
-225,000
Closed -$3.44M
VRNS icon
3160
CALL
Varonis Systems
VRNS
$5B
– –
-123,000
Closed -$3.63M
WAL icon
3161
Western Alliance Bancorporation
WAL
$8.87B
– –
-36,720
Closed -$1.39M
WAL icon
3162
PUT
Western Alliance Bancorporation
WAL
$8.87B
– –
-135,000
Closed -$5.11M
WD icon
3163
PUT
Walker & Dunlop
WD
$1.53B
– –
-60,000
Closed -$3.05M
WPC icon
3164
W.P. Carey
WPC
$16.4B
– –
-5,168
Closed -$342K
WPC icon
3165
PUT
W.P. Carey
WPC
$16.4B
– –
-61,260
Closed -$4.06M
WW
3166
CALL
DELISTED
WW International
WW
– –
-3,400
Closed -$86K
XAR icon
3167
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.5B
– –
-13,938
Closed -$1.22M
XYL icon
3168
Xylem
XYL
$28.1B
– –
-968
Closed -$63K
XYL icon
3169
PUT
Xylem
XYL
$28.1B
– –
-2,600
Closed -$168K
YPF icon
3170
CALL
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
– –
-3,500
Closed -$20K
XIFR
3171
CALL
XPLR Infrastructure LP
XIFR
$1.08B
– –
-172,000
Closed -$8.82M
XIFR
3172
XPLR Infrastructure LP
XIFR
$1.08B
– –
-26,278
Closed -$1.35M
BERY
3173
CALL
DELISTED
Berry Global Group, Inc.
BERY
– –
-556,152
Closed -$22.6M
BERY
3174
DELISTED
Berry Global Group, Inc.
BERY
– –
-5,253
Closed -$214K
EVA
3175
DELISTED
Enviva Inc.
EVA
– –
-1,475
Closed -$53K
125 126
127
128 129

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HF
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Parallax Volatility Advisers's Q3 2020 Portfolio in Review

As of Q3 2020, Parallax Volatility Advisers held 3,280 positions worth $135B, up 58% from $85.5B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Parallax Volatility Advisers deployed $39.3B of net new capital in Q3 2020, opening 598 new positions and adding to 1,528 existing holdings. Its largest new stake was AutoNation: 189,994 shares worth $10.1M.

By sector, the portfolio is most concentrated in Technology at 1.8% of assets, up from 1.4% a quarter earlier, followed by Consumer Discretionary and Communication Services.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $127M trimmed.

  • Parallax Volatility Advisers's largest Q3 2020 buy was AutoNation: 189,994 shares worth $10.1M.
  • Parallax Volatility Advisers added most to Adobe in Q3 2020, an estimated $170M increase.
  • Parallax Volatility Advisers's biggest Q3 2020 reduction was Invesco QQQ Trust, cutting an estimated $127M.
  • Parallax Volatility Advisers fully exited The Southern Company in Q3 2020, selling an estimated $9.91M.
  • Parallax Volatility Advisers's ten largest holdings make up 32% of its $135B portfolio in Q3 2020.
  • Parallax Volatility Advisers opened 598 new positions and closed 271 in Q3 2020.
  • Parallax Volatility Advisers's portfolio value rose 58% quarter-over-quarter to $135B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2020, filed 13 Nov 2020.